I live in Las Vegas, rarely smoke, rarely drink, and never gamble.
The only thing I like in the Caesar's shopping mall is the Cheesecake Factory restaurant...they give HUGE ass portions so I can justify spending the money there when I go out to eat on the strip (appetizers the size of actual meals, meals can easily be split between 2 people). Plus the cheesecake is good too, and its right next to the free fish tank/Atlantis show.
Fry's is a tourist trap and a nightmare to get in and out of...the location is south on the strip before the big vegas casinos start, and a pain in the ass to get leave...plus its ALWAYS busy. DO NOT go there if you are paying for a cab. Plus they do not have alot of the CAG deals that you guys get in Cali and Texas...if you go there as a tourist expecting CAG deals you will be disappointed, this Frys caters to wealthy foreign tourists. You would have better luck hitting up a local pawn shop hoping some desperate gambler sold off his video game collection.
The Shark Reef at Mandalay bay costs money to see ($10-14 i think depending on time of year). The animals that were used in the Sigfried and Roy shows (not just the tigers) and the dolphins are on display at Sigfried and Roy's Secret Garden at the Mirage...$10 to get in, and IMHO was worth the money, as it cheaper to pay $10 to see all the animals than pay $100 for the show (before the show ended of course). Its really a mini zoo back there, but it closes at 4 pmish. Go around 2:30/3 p.m. before feeding time and the animals are hungry, you can watch the lions run around in thier exhibits awake, roaring and growling.
Most strip clubs in Las Vegas have free cover if you go in during the daytime...you just have to buy alcohol while you are there. Lapdances are extra. So get your cheapass in there before 4 p.m.! If you want to see boobies at night but not be harassed by a crowd, my suggestion is to buy tickets to a topless show at a casino...Midnight Fantasy at the Luxor is $45 a ticket, drinks are optional, and with no waitress or strippers to harrasss you for drinks and money, you can actually sit and enjoy a show. Plus few people smoke in there. Oh yeah, Luxor has a big arcade you might want to check out, plus an Imax theater that runs regular movies too (I want to see the new Stars Wars movie when they release it ).
The Belz Outlet mall sucks, but the newer one near the Fremont Street attraction is much nicer and the deals much better. The only downside, it closes at 7p.m. And if you drive to Freemont Street, don't park in thier parking structure, they charge you a fee to park there.
By far the cheapest thing to do is walk the strip at night and peoplewatch and catch the free shows (Volcano at the Mirage, pirates at Treasure Island, idiots singing karoake at Imperial Palace, Belagio water fountains). My favorite hours to wander the strip to see wierd/funny stuff go on is between the hours of 10 p.m. and 1 a.m...all the freaks seem to come out right around them. Just don't walk past the Stratosphere, because then you get into the downtown slummy area of Vegas, and its not exactly safe (especially if you are not in a group).
As for buffets on the strip, I avoid them as much as possible...they are overpriced, and often the buffets offstrip at the locals' casinos are far superior. But if I was forced to go to one...the breakfast buffet at Paris is very very good...fresh made french pastries! Or, if you are adventurous, try making friends with the locals and have them take you to thier favorite buffets.
Hmm, I'm sure I've forgotten something...just ask me more and I'll post what I can. Or I'll post up more if I can remember it.